Iterative and recursive estimators for hidden Markov errors-in-variables models

IEEE Transactions on Signal Processing

Volumn 44, Issue 3, 1996, Pages 629-639

  Krishnamurthy, Vikram ^a,b   Logothetis, Andrew ^a,b  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b IEEE

Author keywords

[No Author keywords available]

Indexed keywords

DYNAMIC SHOCK ERROR MODEL; EXPECTATION MAXIMIZATION ALGORITHM; MAXIMUM LIKELIHOOD ESTIMATION; RECURSIVE ESTIMATORS; STOCHASTIC APPROXIMATIONS;

ALGORITHMS; APPROXIMATION THEORY; ERRORS; ITERATIVE METHODS; MARKOV PROCESSES; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBABILITY; SPURIOUS SIGNAL NOISE;

DIGITAL SIGNAL PROCESSING;

EID: 0030107917     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.489036     Document Type: Article

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